+308.9%
MSTR vs CEG
+186.0%
+122.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -3.1% |
| 7D | +12.2% | +8.0% | +4.1% | +8.8% |
| 30D | +45.2% | +12.9% | +32.2% | +38.8% |
| 3M | +10.4% | +13.2% | -2.8% | +5.1% |
| 6M | -2.5% | -7.0% | +4.5% | -1.3% |
| YTD | -6.0% | -15.0% | +9.0% | -3.1% |
| 1Y | -56.4% | -2.7% | -53.7% | -57.4% |
| All | +308.9% | +186.0% | +122.8% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling